That means that your computer cannot connect (UDP hole-punching) them together. If one of them can open a port, that may help. Using software that simulates LAN (Hamachi, Evolve) can also help. Using Steam-based version of the mod (if you can) also helps, since then it's up to Steam to figure out how to connect everyone together.
Okay! Which port should one of the players open? Should it be the same as what the host is using, or just a random port? I also didnt mention this before, but thanks again for making wasteland kings playable with other players across the world, its a great addition to the game!